Unfortunately, REAPER doesn't have a feature to export the projects directly to Windows Media Player or iTunes. To open a project in one of these programs, go to REAPER File menu and press Consolidate/Export tracks. Select MP3 or WAV in the Consolidate to menu and check the MID file box instead of the RPP file from the Export MIDI As option. Press Process and after it is finished, you can drag and drop the file to Windows Media Player or iTunes.